This paper is devoted to discuss the exponential stability in mean square of neutral stochastic delayed systems (NSDDs) with switching and distributed-delay dependent impulses. By using multiple Lyapunov functions and average dwell time (ADT), we provide some sufficient conditions for the exponential stability in mean square for NSDDs with switching and distributed-delay dependent impulses. Compared with the existing related works, we consider not only the influences of switches and neutral type on the stability of NSDDs with switching and distributed-delay dependent impulses but also the influences of both the stable continuous dynamics case and the stable discrete dynamics case. Finally, we provide two examples to illustrate the effectiveness of the theory.